The 1951 Monkey Wards catalog shows a set similar to yours, except it also includes a side-dump car in addition to the tender, boxcar, tankcar and caboose. The 933 loco would have had a forward-only ratchet motor w/ sparker. Unfortunately, I don't know what the set number would be. I have a gap in my MW catalogs from 1952 to 1954, so I don't know what was offered for those years. I believe that the 933/943/933M (all windup versions of the electric 994) were probably only made in 1950-'51... but again, never say never with Marx!
EDIT: It looks like a similar set was also listed in the 1950 Sears Wishbook (Christmas catalog).